Depressive and anxiety disorders (termed as 'Common Mental Disorders') affect as many as one in four persons attending primary care; most patients do not receive effective treatments. Although the integration of mental health in primary care is accepted as the only feasible way of managing Common Mental Disorders in developing countries, there is no evidence demonstrating how this can be done in a manner which is effective and affordable. The hypothesis of this trial is that a Collaborative Stepped Care package will be both clinically and cost-effective for the treatment of Common Mental Disorders in primary care.